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Surrogate model-based optimization has been increasingly used in the field of engineering design. It involves creating a surrogate model with objective functions or constraints based on the data obtained from simulations or real-world…

最优化与控制 · 数学 2023-08-28 Minyoung Jwa , Jihoon Kim , Seungyeon Shin , Ah-hyeon Jin , Dongju Shin , Namwoo Kang

When evaluating the effectiveness of a treatment, policy, or intervention, the desired measure of effectiveness may be expensive to collect, not routinely available, or may take a long time to occur. In these cases, it is sometimes possible…

统计方法学 · 统计学 2022-11-10 Denis Agniel , Layla Parast , Boris Hejblum

Machine learning classification techniques have been used widely to recognize the feasible design domain and discover hidden patterns in engineering design. An accurate classification model needs a large dataset; however, generating a large…

数据分析、统计与概率 · 物理学 2021-07-13 Xianping Du , Kai Zhang , Onur Bilgen , Laurent Burlion , Hongyi Xu

Parametric reduced-order modelling often serves as a surrogate method for hemodynamics simulations to improve the computational efficiency in many-query scenarios or to perform real-time simulations. However, the snapshots of the method…

计算工程、金融与科学 · 计算机科学 2023-10-24 Dongwei Ye , Valeria Krzhizhanovskaya , Alfons G. Hoekstra

Engineers widely use Gaussian process regression framework to construct surrogate models aimed to replace computationally expensive physical models while exploring design space. Thanks to Gaussian process properties we can use both samples…

机器学习 · 统计学 2017-07-14 Evgeny Burnaev , Alexey Zaytsev

This paper presents a physics and data co-driven surrogate modeling method for efficient rare event simulation of civil and mechanical systems with high-dimensional input uncertainties. The method fuses interpretable low-fidelity physical…

统计计算 · 统计学 2024-05-10 Jianhua Xian , Ziqi Wang

We consider minimizing functions for which it is expensive to compute the (possibly stochastic) gradient. Such functions are prevalent in reinforcement learning, imitation learning and adversarial training. Our target optimization framework…

机器学习 · 计算机科学 2023-06-09 Jonathan Wilder Lavington , Sharan Vaswani , Reza Babanezhad , Mark Schmidt , Nicolas Le Roux

We consider the point evaluation of the solution to interface problems with geometric uncertainties, where the uncertainty in the obstacle is described by a high-dimensional parameter $\boldsymbol{y}\in[-1,1]^d$, $d\in\mathbb{N}$. We focus…

数值分析 · 数学 2021-01-19 Laura Scarabosio

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

统计计算 · 统计学 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky

Surrogate model can replace the parametric full-order model (FOM) by an approximation model, which can significantly improve the efficiency of optimization design and reduce the complexity of engineering systems. However, due to limitations…

流体动力学 · 物理学 2025-03-18 Xu Wang , Ruiqi Huang , Jiaqing Kou , Hui Tang , Weiwei Zhang

This chapter deals with kernel methods as a special class of techniques for surrogate modeling. Kernel methods have proven to be efficient in machine learning, pattern recognition and signal analysis due to their flexibility, excellent…

数值分析 · 数学 2022-10-31 Gabriele Santin , Bernard Haasdonk

An efficient strategy to construct physics-based local surrogate models for parametric linear elliptic problems is presented. The method relies on proper generalized decomposition (PGD) to reduce the dimensionality of the problem and on an…

数值分析 · 数学 2025-12-03 Marco Discacciati , Ben J. Evans , Matteo Giacomini

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

计算工程、金融与科学 · 计算机科学 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

Black-box optimization (BBO) can be used to optimize functions whose analytic form is unknown. A common approach to realising BBO is to learn a surrogate model which approximates the target black-box function which can then be solved via…

机器学习 · 计算机科学 2023-02-10 Jonas Nüßlein , Christoph Roch , Thomas Gabor , Jonas Stein , Claudia Linnhoff-Popien , Sebastian Feld

Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…

机器学习 · 计算机科学 2024-05-20 A. Diaw , M. McKerns , I. Sagert , L. G. Stanton , M. S. Murillo

Numerical models based on physics represent the state-of-the-art in earth system modeling and comprise our best tools for generating insights and predictions. Despite rapid growth in computational power, the perceived need for higher model…

机器学习 · 计算机科学 2022-01-10 Kate Duffy , Thomas Vandal , Weile Wang , Ramakrishna Nemani , Auroop R. Ganguly

Gradient-based optimization is now ubiquitous across graphics, but unfortunately can not be applied to problems with undefined or zero gradients. To circumvent this issue, the loss function can be manually replaced by a ``surrogate'' that…

计算机视觉与模式识别 · 计算机科学 2024-05-08 Michael Fischer , Tobias Ritschel

This paper introduces a practical sampling method for training surrogate models in the context of uncertainty propagation. We propose a heuristic method to uniformly draw samples within highest density regions of the density given by the…

统计方法学 · 统计学 2025-09-15 Jocelyn Minini , Micha Wasem

Surrogate models are statistical or conceptual approximations for more complex simulation models. In this context, it is crucial to propagate the uncertainty induced by limited simulation budget and surrogate approximation error to…

机器学习 · 统计学 2026-01-27 Philipp Reiser , Javier Enrique Aguilar , Anneli Guthke , Paul-Christian Bürkner

The increased penetration of wind power introduces more operational changes of critical corridors and the traditional time-consuming transient stability constrained total transfer capability (TTC) operational planning is unable to meet the…

系统与控制 · 电气工程与系统科学 2020-06-30 Gao Qiu , Youbo Liu , Junyong Liu , Junbo Zhao , Lingfeng Wang , Tingjian Liu , Hongjun Gao